| Company | Global Hedge Fund |
| Company Info | Global Hedge Fund in a well established HK office. |
| Job Title | AI/ML Quantitative Volatility Research Engineer |
| Job Short Desc | Build cutting-edge AI and quantitative models for volatility forecasting, options research and systematic strategies, combining advanced machine learning, high-performance computing and agentic workflows within global financial markets.
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| Salary | Variable based on experience |
| Locations | APAC - Hong Kong (China) |
| Visa | Y |
| Job Summary | This is an opportunity for a quantitative technology professional to develop and productionize AI/ML models across volatility forecasting, options pricing, signal generation and event analysis. You’ll build high-performance research infrastructure using modern machine learning frameworks and hardware acceleration, while designing agentic workflows for research and operational applications. The role combines quantitative finance, software engineering and emerging AI capabilities, with opportunities to work closely with researchers, engineers and portfolio managers. You’ll also contribute to production ML practices spanning experiment tracking, data and feature versioning, model monitoring, drift detection and reproducibility.
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| Criteria | | Develop AI/ML models for volatility and options research | | Build accelerated quantitative workflows using JAX and PyTorch | | Collaborate with researchers and portfolio managers on production tools |
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| Apply | Apply |